I'm not sure what weller you have - but I'm really happy with my Weller wesd51 - but I hear great things about hakko too.
Coming from using a 35 watt (maybe it was 15 watt?) radio shack iron, the difference is night and day. With a quality/name brand iron...
- the tips last 5-10 times longer
- you can solder much heaver items like the tab of a SMD mosfet - or thick gauge wire to a large copper pad/plane.
- better tip selection (you want a screw-driver like tip - forget the conical tips - they are worthless - but usually included for free for some reason)
- Better iron stand (a nice heavy stand that is well engineered so that you can pick up and place the iron back in with out even looking is a huge plus!!!)
- Tips are available everywhere
- Temperature setting - it's kinda counter intuitive, but I find that a higher heat, for a shorter amount of time is *much* better for sensitive components than a low heat for a long period of time (you'll see that reflected in the data sheet of parts as well)
- You can solder faster, better
- with the better heat control, it activates the flux quicker. The temp of the tip doesn't droop down and then pick back up - so the flux works better, and you get less splashing of the flux. So you get better joints, and less clean up.
One "tip" - always use distilled water (you can get it at any grocery store) on your sponge. Your tap water might have too many ions in it, and at high temps, they attack the coating of the tips, slowly eating it away.
Also - pick up some "tip tinner" - Not sure what's in that stuff - or how it works (I assume it's magic) - but it freshens up your tip like nothing else. Oh, and learn how often you need to clean your tip - you'll be surprised how much better your joints are with a clean tip.
Hope that helps.
New blog - www.digitalunderpants.com